This Upgrade will extend the internal factsheet to fix updating errors occurring on or after January 5th, 2015.

Features include:

Data storage for stock splits, dividends, and capital gains has been redesigned for improved performance when updating. Conversion occurs after your next initial data update, meaning your exported data has been updated prior to the conversion stage. The conversion stage can take 10-15 minutes. This will not apply to Futures Only customers.TradingBlox users: upgrade TB to comply with this new storage strategy.

An option has been added to skip corrections to specified portfolios. ( see the setting in Portfolio > General page )

Issues encountered when updating charts during data distribution have been solved.

Horizontal tiling now available, chart tabs can be rearranged (drag/drop).

Enlarge Price Range can be applied to all charts, useful w/ Horizontal Tile.

Price cursor tracks in all tiled windows when within price/time range.

New switch in Historical Adjustments to skip stock adjustment corrections.

Strictly Roll By Days Before Expiration supported in API (-7) Documented.

Build 47-50:

New option to Build Chart @ Startup of program for each portfolio symbol. Setting is located in Data Series setting dialog.

Charting tool functionality has been improved.

Inadvertant multi-highlighting of portfolio contents suppressed.

Build 51:

New ASCII/Excel field ‘x’ to include expired contract records after rolls in Back-Adjusted and Nth Nearest Futures continuous contracts.

Chart Annotations can now have test borders.

Build 52:

Portfolio Manager item status bar tracks position within portfolio.

Changed Profit Trend Line status text presentation.

RefreshMarket(…) in API, use instead of AddCsinumToRefreshHistoryList().

Build 53-54:

Data Series dialog now auto-selects Cash/Forward/COT/Econ/Other tab when seeking to chart, or add a symbol in those categories, away from any of the continuous contract tab options, which would fail to provide a result.

Gann and Fibonacci Fans have been merged into one control to handle their settings.

Show/Hide charting objects control has been added.

Build 68:

Indicator colors are now assigned individually and their values saved, rather than drawing from the global pool of shared colors, where changes to indicator colors in one template were assigning colors for indicators in other templates.

Chart commentary edit control interface has been changed to draw the text directly on the charts rather than in a separate dialog.

Keyboard shortcuts:

< Scroll Chart Back

> Scroll Chart forward

+ Zoom Out

– Zoom In

n Next Chart

p Previous Chart

d Delete Selected Chart Object

e Edit Selected Chart Object

Build 74:

Indicator colors for each output are now on the Indicator Settings dialog.

Each indicator output has a line width setting associated with it.

Build 77:

Various charting tool fixes.

Charting Fonts can be change to different system fonts available from Chart Colors interface.

Price Cursor spans across tiled windows.

Compiled Indicator list has been reorganized, and added to. User defined Templates may have to have indicators re-added to them, as the ordering has changed. Attempted to map back to previous ordering, but some may not match. Adding indicators to templates has been made easier. Bring up template, add indicator, a prompt will ask if you would like to add this to your template, and save it for you if you choose Yes.

Build 78:

Handles Back Adjusting of SMI early contracts, when only one contract was trading at a time, up to the June 1998 contract.

Build 84:

Removed security block from Put/Call selections for customers who do not subscribe to Options.

When using the Roll Trade Days Before Expiry setting, UA’s Advanced Back Adjuster no longer incorrectly counts holidays as it looks into the future when formulating the date to roll your contracts, based on the expiry date of the current contract, and the Roll Trade Day period. An updated holiday calendar is now referenced to find out ahead of time if a holiday, or holidays, exist in the future, prior to contract expiration. This resolves a long standing problem where roll dates would change after a contract’s expiration, as it is committed to history, where roll dates are redetermined on history containing no holidays. They were only changing if holiday(s) occurred within the Trade Days Before Expiry period specified. If one holiday existed, the roll date would change to one day prior to when it had been previously signaled, prior to expiration.

Currencies for stocks have been broken out of exchange defaults, and specified individually by stock. A column has been added to Market Spec Viewer. Download Replacement Fact File from the Database menu of the Stock Market Spec List to obtain current information on currencies.

Expiration rule editor now allows a positive day offset and the list of active expiratin dates are provided in the interface to help see changes when modifying your rules.

Clicking on any Cycle Line now causes it to be selected for editing or deletion.

Charting Data window’s Close [x] button has been restored.

Copy Selected Line(s) functionality added to Data Tables.

Build 102:

Weekly files can now be correctly set to end on days other than Friday.

Settlement report now allows scrolling back in time. ( new toolbar button )

When charting, Up/Down keys now scroll through your portfolio.

New chart reset button.

New Indicator: Ivory RSI ( overlayed on an MACD variant )

Indicators can now be fed with other indicator data ( specified in settings under Data Source ).

Trend Lines now have an Arrow option ( in it’s setting options )

Charting Tools no longer preset to points on the chart unless dropped.

Build 103: Important Change

When building Continuous Contracts, the Unadjusted Closing prices are now purely what the exchange reported for the contracts involved, and are no longer altered by any Historical Adjustments that may apply to the market in focus, based on events that may have occurred on any given date after prices were reported. Historical Adjustments are documented in the footnotes section of the Market Spec Sheet and displayed for each market selected.

Option to allow Historical Adjustments to be applied to Unadjusted Closing Prices. within Continuous Contracts at the Portfolio level. This is provided for those who wish to restore UA’s previous procedure prior to Build 103, possibly for testing, even though it should no longer be the chosen way to present this data.

ASCII importing now creates a log file containing delisted and unknown symbols encountered when parsing source symbol list. Log file is placed in the same directory path as the source file, using the same file name along with .Delisted.Unknown descriptor added to it.

Build 114:

Option to allow user to restore Stock Splits/Dividends/Capital Gains data back to previous storage format, for use with versions of Trading Blox released prior to September of 2014. Uncheck option illustrated above, located in the UA Preferences interface under Historical Adjustments. This will instruct UA to restore all files to the prior format, which may take 5 to 20 minutes, or more, depending on your equipment and connection speed.

Handles a cataloging error that was occurring when importing sdbfacts.csv into Trading Blox to build it’s dictionary.

Usage of symbol links can be turned on or off at the portfolio level. Setting is located in the new Data Display section.

New Symbol History Detail section displays default underlying history links between Floor and Electronic symbols, as well as historical adjustments applied to certain symbols. This can be displayed using Ctrl-L or from the Database menu – View Historical Symbol Links and Adjustments.

Build 212:

Settlement report supports CSV formatting

Aggregate Data settings now support usng Dates at the beginning of each Monthly, Quarterly, Yearly or at the end. Chosen Day of Week can be used as the Date of a normally computed Mon-Fri weekly, or as the Date and Closing Price of a weekly computed across other spans besides Monday-Friday.

Build 218:

Improvements made to Settlement report fromatting

Improvements made to Expiry Rule handling and Groups

Improvements made to Symbol Link utility.

Build 220:

Price appears in chart margin(s) when using Price Cursor.

Price Cursor window now inherits its font from your charts.

Build 227:

EZDownloader ( CSiEZ.exe ) now produces a text version of the Roll Schedule so that the software terminates after data distribution.

The Continuous Roll Schedule Report will now display market contracts that have rolled, after they have rolled, for up to the number of days specified in:
Preferences > Data Distribution 2 > Number of Days to Report a Roll

Build 235:

EZDownloader ( CSiEZ.exe ) now auto-refreshes history when a precision change event requires it for data continuity.

Portfolio’s can now be customized to have it’s market data exported in any currency of your choice. Find this new setting within the Display Data tab of the Edit Portfolio dialog.

Build 237:

Gann/Fibonacci/Quadrant retracement tool now remembers your last settings for use when creating new retracement measurements.

ALL nearby expiry months are now displayed in the Select Data Series dialog, even recently expired ones.

Build 238:

LME symbol’s MCU, MPB, MSZ, MAA, & MHA all use 6 digits when expressed in points to account for an additional 1/2 point precision. They remain the same in decimal.

Build 246:

A Regression Channel has been added to the available charting tools.

Build 250:

A flaw in the Back-Adjust Override feature was uncovered. It was not rolling into the specified delivery month on the specified day, it would roll to the next contract after the one specified, on the day after the date specified . This was obesrved when applied to markets that expire before the month of delivery. This version corrects this condition.

The Back-Adjust setting for Representative Prices of Close New Close Old Same Day Roll Day Adjust is substituted with Close New Close Old Same Day when Proportionally Adjusting.

Data values are now visible on the chart as an option to having them displayed in the data window.

A new line chart with shaded area has been added to the charting toolbar.

Build 257:

The software now more precisely calculates roll dates when rolling by Date, with an offset from the end of the month. It had previously been off a day or 2 at times. We now acknowledge the number of exact days in each month prior that is used in the offset calculation backwards from the last day of each month.

Chart Indicator Templates have been migrated out of being managed within the unfair.ini file and into their own \Templates directory files for increased losd performance and organization.

Show/Hide indicator control has been added.

On chart Value readout is now provided.

Add A Fixed Amount To Make Non-Negative no longer periodically fails when series are being updated.

Currency conversion of charts and table data has been improved to include indicators that are expressed in price. Numeric values are expressed using the precision of the market, no longer using the precision of the currency it’s is being converted to.

LSE stocks trading in pence with currency represented as GBp, are now presented as GBX for Trading Blox customers within sdbfacts.csv.

Build 264:

Indicator data can now be exported to ASCII and Excel files by specifying an indicator to use through the Symbol Selection/Edit dialog’s Post Processing section. Add a * into the ASCII Layout in your portfolio settings, and your indicator results will be placed in your file(s)

Build 277:

Bulk contract additions to portfolios using Portfolio Manager now operate at a acceptable rate.

Build 281:

Expiry dates are no longer duplicated in the Symbol Selection dialog.

Overlayed charts of the same market share the same scale when scaling by visible portion.

Build 287:

Roll Schedule provides roll dates on Volume and/or OI rolls if they occur before projected dates, when they occur.

Stock fundamentals now update daily as expected.

Roll Timing options can now be used when rolling on Date or Strictly days before expiry.

A new feature has been added that allows prices to be divided, or multiplied, as they are being exported to ASCII or Excel formatted files. Using the new Price Divide indicator method, OHLC values can now be represented as they are in applications like Interactive Brokers. JY can be expressed as 0.0088275 vs 0.88275 by setting up your JY entry(s) to post process using the Price Divide method by passing a value of 100 [Price Divide(100)] Choose it from the list of Standard Indicators presented when pressing the [I] button after checking the Indicator check box on the Edit Symbol dialog, in the Post Processing section. But first, add these all to a new, separate portfolio, where you can first change the ASCII/Excel Field Layout to use a * in place of OHLC (example: DN*vi instead of DNOHLCvi), isolating this type of data output from your other normally expressed series. You can still have your data placed in the same directory path as before by specifying the directory in the new portfolio’s settings.

Build 328:

Usage improvements have been made to the Retracement charting tool.

Addition of a new Expiry Date Rule that checks to see if a calculated date is followed by 1 to 5 trading days within the current month.

A Charting Template issue dealing with change assignments has been corrected.

Addition of a new Option Export Manager setting to specify whether or not to decimalize strike prices.

Build 341:

A new data field has been added to the ASCII/Excel format: ‘e’ designates Electronic Last Price. Use with Combined symbols to obtain Settlement and Last pricing.

A new Nth Nearest Future setting has been added to more accurately place you in the nth nearest contract at all times, even when potential contracts that would be chosen have not yet begun trading. This means that in places where there would be no data yet, the next nearest contract would be used until the nth begins trading. It is named Strictly Use Absolute Nearest.

Charting Templates are now completely independent files located in the Templates directory, no longer relying on the main program settings file.

As most of our clients know, CSI’s home state of Florida was severely impacted by Hurricane Irma. This caused in interruption of service on Monday September 11

The issues weren’t that data couldn’t go out; the problems were more related to incoming data being processed. There was some misunderstanding regarding access to the colocation facility, but more of an impact was the widespread impact of the storm. We had personnel relocated to many places, but the power issues were so widespread that almost everyone was cut off for a time on Monday. And honestly, we feel that we didn’t do a thorough enough job stress-testing out disaster plan. We’re addressing that immediately.

Due to the severity of hurricane Irma, it is possible that our clients may experience interruptions of service. Although we have co-located our critical systems in a secure place that has guaranteed power uptime and multiply-redundant communications lines, the unpredictability of the storm’s path and level of destruction may cause disruptions. The staff of CSI will give its best efforts to conduct business, but must also consider the safety of each team member.